private double CalculateGCVelocityUpdate(PSO.Particle particle, PSO.Particle gbest, int i)
{
PSO.Settings settings = (PSO.Settings)Job.Optimizer.Configuration;
double ret;
// The idea here is to set the new particle position in an area around
// the best solution, while holding the constraint
// Cancel momentum update
ret = -particle.Velocity[i] * settings.Constriction;
// Reset position
ret -= particle.Parameters[i].Value;
// Move to particle best position
ret += gbest.Parameters[i].Value;
// Add random perturbation
string name = particle.Parameters[i].Name;
ConstraintMatrix cons = d_constraintsFor[name];
List <Linear.Vector> eqs = cons.NullspaceEquations;
int idx = cons.ParameterIndex(name);
// Generate random value on the null space of the constraints
for (int j = 0; j < eqs[idx].Count; ++j)
{
ret += cons.RN[j] * eqs[idx][j];
}
return(ret * Configuration.GuaranteedConvergence);
}
public double CalculateVelocityUpdate(PSO.Particle particle, PSO.Particle gbest, int i)
{
// If there are no constraints, then just use the default
double r1;
double r2;
Parameter parameter = particle.Parameters[i];
string name = parameter.Name;
if (d_constraintsFor.ContainsKey(name))
{
if (particle.Id == gbest.Id && Configuration.GuaranteedConvergence > 0)
{
return(CalculateGCVelocityUpdate(particle, gbest, i));
}
ConstraintMatrix cons = d_constraintsFor[name];
r1 = cons.R1[particle.Id];
r2 = cons.R2[particle.Id];
}
else
{
r1 = particle.State.Random.NextDouble();
r2 = particle.State.Random.NextDouble();
}
PSO.Settings settings = (PSO.Settings)Job.Optimizer.Configuration;
double pg = 0;
double pl = 0;
// Global best difference
if (gbest != null)
{
pg = gbest.Parameters[i].Value - parameter.Value;
}
// Local best difference
if (particle.PersonalBest != null)
{
pl = particle.PersonalBest.Parameters[i].Value - parameter.Value;
}
// PSO velocity update rule
return(settings.Constriction * (r1 * settings.CognitiveFactor * pl +
r2 * settings.SocialFactor * pg));
}
private void Initialize(PSO.Particle particle, ConstraintMatrix constraint)
{
List <Linear.Vector> eqs = constraint.Equations;
List <Linear.Vector> nulleqs = constraint.NullspaceEquations;
double[] rr = new double[eqs[0].Count];
double[] rrn = new double[nulleqs[0].Count];
double s = 0;
double sn = 0;
PSO.Settings settings = (PSO.Settings)Job.Optimizer.Configuration;
// Generate random variables
for (int i = 0; i < rr.Length; ++i)
{
rr[i] = particle.State.Random.NextDouble();
s += rr[i];
}
for (int i = 0; i < rrn.Length; ++i)
{
rrn[i] = particle.State.Random.NextDouble();
sn += rrn[i];
}
// Normalize such that sum == 1
for (int i = 0; i < rr.Length; ++i)
{
rr[i] /= s;
}
for (int i = 0; i < rrn.Length; ++i)
{
rrn[i] /= sn;
}
// Initialize parameters of particle according to linear equations
for (int i = 0; i < constraint.Parameters.Count; ++i)
{
string name = constraint.Parameters[i];
Parameter param = particle.Parameter(name);
double v = 0;
for (int j = 0; j < rr.Length; ++j)
{
v += rr[j] * constraint.Equations[i][j];
}
param.Value = v;
v = 0;
if (Configuration.HasInitialVelocity)
{
for (int j = 0; j < rrn.Length; ++j)
{
v += rrn[j] * constraint.NullspaceEquations[i][j];
}
if (settings.MaxVelocity > 0)
{
v *= settings.MaxVelocity;
}
}
int idx = particle.Parameters.IndexOf(param);
// Also set velocity to v
particle.SetVelocity(idx, v);
}
}
